| Ticker | days_above_q90 | days_above_q95 | days_above_q99 | ticker_appearances | prop_above_q90 | prop_above_q95 | prop_above_q99 |
|---|---|---|---|---|---|---|---|
| ADA | 1165 | 1041 | 668 | 1648 | 0.7069175 | 0.6316748 | 0.4053398 |
| BNB | 1308 | 1159 | 942 | 1648 | 0.7936893 | 0.7032767 | 0.5716019 |
| BTC | 1410 | 1328 | 1153 | 1648 | 0.8555825 | 0.8058252 | 0.6996359 |
| DOGE | 1534 | 1499 | 1427 | 1648 | 0.9308252 | 0.9095874 | 0.8658981 |
| ETH | 1241 | 1092 | 751 | 1648 | 0.7530340 | 0.6626214 | 0.4557039 |
| LTC | 1361 | 1262 | 1064 | 1648 | 0.8258495 | 0.7657767 | 0.6456311 |
| TRX | 1537 | 1463 | 1258 | 1648 | 0.9326456 | 0.8877427 | 0.7633495 |
| XRP | 1484 | 1386 | 1140 | 1648 | 0.9004854 | 0.8410194 | 0.6917476 |
Crypto Rolling Efficiency
Time series Plots
Window : 360
Delta H computed over rolling 360 days
Confidence interval obtained from 10.000 GBM simulations series of returns of length equal to 360
- q90: 0.17481
- q95: 0.197805
- q99: 0.241003
ADA
### LTC
### BNB
### BTC
### DOGE
### XRP
### TRX
### ETH
Window : 720
Delta H computed over rolling 720 days
Confidence interval obtained from 10.000 GBM simulations series of returns of length equal to 720
- q90: 0.1326
- q95: 0.1478
- q99: 0.176903
XRP
### BNB
### BTC
### DOGE
### ADA
### ETH
### TRX
### LTC
Window : 1080
Delta H computed over rolling 1080 days
Confidence interval obtained from 10.000 GBM simulations series of returns of length equal to 1080
- q90: 0.11901
- q95: 0.1314
- q99: 0.154401
BTC
### TRX
### ADA
### LTC
### ETH
### BNB
### XRP
### DOGE
Summary Tables
Window : 360
Window : 720
| Ticker | days_above_q90 | days_above_q95 | days_above_q99 | ticker_appearances | prop_above_q90 | prop_above_q95 | prop_above_q99 |
|---|---|---|---|---|---|---|---|
| ADA | 781 | 678 | 367 | 1288 | 0.6063665 | 0.5263975 | 0.2849379 |
| BNB | 977 | 882 | 706 | 1288 | 0.7585404 | 0.6847826 | 0.5481366 |
| BTC | 1287 | 1268 | 1204 | 1288 | 0.9992236 | 0.9844720 | 0.9347826 |
| DOGE | 1244 | 1236 | 1230 | 1288 | 0.9658385 | 0.9596273 | 0.9549689 |
| ETH | 1269 | 1247 | 1169 | 1288 | 0.9852484 | 0.9681677 | 0.9076087 |
| LTC | 1214 | 1187 | 1035 | 1288 | 0.9425466 | 0.9215839 | 0.8035714 |
| TRX | 1233 | 1207 | 1153 | 1288 | 0.9572981 | 0.9371118 | 0.8951863 |
| XRP | 1265 | 1253 | 1229 | 1288 | 0.9821429 | 0.9728261 | 0.9541925 |
Window : 1080
| Ticker | days_above_q90 | days_above_q95 | days_above_q99 | ticker_appearances | prop_above_q90 | prop_above_q95 | prop_above_q99 |
|---|---|---|---|---|---|---|---|
| ADA | 746 | 660 | 429 | 928 | 0.8038793 | 0.7112069 | 0.4622845 |
| BNB | 518 | 448 | 355 | 928 | 0.5581897 | 0.4827586 | 0.3825431 |
| BTC | 928 | 923 | 905 | 928 | 1.0000000 | 0.9946121 | 0.9752155 |
| DOGE | 928 | 928 | 928 | 928 | 1.0000000 | 1.0000000 | 1.0000000 |
| ETH | 928 | 928 | 928 | 928 | 1.0000000 | 1.0000000 | 1.0000000 |
| LTC | 928 | 928 | 919 | 928 | 1.0000000 | 1.0000000 | 0.9903017 |
| TRX | 928 | 928 | 928 | 928 | 1.0000000 | 1.0000000 | 1.0000000 |
| XRP | 928 | 928 | 928 | 928 | 1.0000000 | 1.0000000 | 1.0000000 |